Portfolio Updates for December

There are no changes to either the small or hedge fund portfolios. The system has been running for 3 months. Here is a performance summary:

hedge fund: Sept = -3.6%, Oct = 2.1%, Nov = -1.3%. Overall, the portfolio is down 2.83%.

small: Sept = -3.4%, Oct = 2.2%, Nov = -2.2%. Overall, the portfolio is down 3.48%.

Despite the negative results, the magnitude of the losses has been what I expected. Since this is a long term trend following system, the volatility of the markets over the past couple of months has caused poor performance. An example is the recent reversal in the long term downward trend of the US dollar index. My systems are designed to take a loss in such a case, while remaining with the long term trend. If the upward trend persists and gathers strength, the system will reverse and go long. A long term view coupled with patience is essential for long term trend following traders.

Click here and here to see the current holdings for the small and hedge fund portfolios respectively.

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